In the option pricing model with discrete time,the asset price changes with varied possibility at every point of time.
在离散时间期权定价模型中 ,标的资产的市场价格在每一时点的变动常常有多种可能状态 ,因而确定每一种状态发生的概率是期权定价的关键 。
Motivated by discrete-time asset pricing with both riskless assets and risk securities in mathematical finance, we introduce a new semipametric regression model.
基于金融数学中的离散时间资产定价模型的研究,本文提出了一种基于风险和无风险投资的新的半参统计模型。
Time Value of Information Sharing in MTO Supply Chain;
面向MTO供应链的信息共享时间价值研究
The time value and equivalent calculation of fund
资金的时间价值及等值计算
However, some problems still exist in many construction enterprises ,such as the employee are lack of cost concept and consciousness of fund time value, the manager is unclear about the duty and right, and the project management system is relaxed, etc.
然而,目前施工企业普遍存在工程技术人员成本观念淡薄、缺乏资金时间价值的意识以及工程项目负责人责权不明,项目管理系统松散等问题,使得施工企业生存环境进一步恶化,并长期导致恶性循环。
This paper studies the present defects in the methods to determine the toll of freeway,and from the point of the road users,sets up bi-level programming model based on value of time analysis.
笔者针对当前收费标准制定中存在的不足,从公路使用者角度出发,建立了基于时间价值的公路网络双层规划模型;并给出了一个实际案例,通过基于步长加速法和惩罚函数法的启发式算法对模型求解,然后利用实际数据进行仿真从而确定最优收费方案;文章最后对仿真结果进行讨论比较,分析了模型的可行性。
This paper studies the defects in making toll standards of the freeway,and from the point of the road users,sets up bi-level programming model based on value of time.
针对当前收费标准制定中存在的不足,从公路使用者角度出发,建立了基于时间价值的公路网络双层规划模型;结合一个实际案例,通过基于步长加速法和惩罚函数法的启发式算法对模型求解,利用实际数据进行仿真,从而确定最优收费方案;最后对仿真结果进行讨论比较,并分析了模型的可行性。
The value of time is an important factor to analyze the traffic behavior or evaluate the benefit of traffic project.
时间价值在分析交通行为、定量地评价交通项目的经济效益中都起到十分重要的作用。
DETERMINATION OF THE PROBABILITY COEFFICIENTS IN THEOPTION PRICING MODEL WITH DISCRETE TIME;
离散时间期权定价模型中概率系数的确定
A research and deduce on asian option pricing model in discrete time periods;
离散时间亚式期权定价模型的研究与推广
The Option Pricing Model under Discrete Time and Transaction Cost and Its Application to Financial Product Innovation
离散时间下有交易成本的期权定价模型及在金融产品创新中的运用
Futures Pricing Based on the Method of Numeraire Portfolio in Discrete-time Incomplete Financial Markets;
离散时间不完全市场下基于计价单位投资组合法的期货定价模型
The Study of Option Price Model under Jump-diffusion Process with Time-dependent Parameters;
期权在依赖时间参数下的跳—扩散定价模型的研究
A Discrete Time Asset Pricing Model Based on Habit Formation;
一个基于习惯形成的离散时间的资产定价模型
The Pricing of Exotic Options in the Model of Jump-diffussion;
各类新型期权在跳扩散模型下的定价
Time-dependent Parameters of Constant Elasticity of Variance Option Pricing Model with Transaction Costs;
时间依赖型CEV带交易费的期权定价模型
Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process;
跳跃扩散型离散几何平均亚式期权的定价
A Study on the Valuation of Lookback Options in a Jump-diffusion Model;
跳—扩散模型中回望期权的定价研究
Pricing European Options in a Bivariate Jump-diffusion Model;
一类二元跳扩散模型的欧式期权定价
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
Study on the valuation of lookback options in a jump-diffusion model;
跳-扩散模型中回望期权的定价研究
Pring of Exotic Options on Fractional Jump-Diffusions
分数跳—扩散模型下的奇异期权定价
Improved reload option pricing under jump-diffusion model
改进的跳扩散模型下的再装期权定价
EXCHANGE OPTION PRICING ON FRACTIONAL JUMP-DIFFUSIONS
分数跳-扩散模型下的互换期权定价
Permanence and Periodic Solutions of the Discrete Population Models;
离散时间种群模型的持久性及周期解
Option pricing of a dividends-payment model with a jump-diffusion;
定期支付红利的跳扩散模型的期权定价
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